JAVA vs. JMOM

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Active Value ETF (JAVA) and JPMorgan U.S. Momentum Factor ETF (JMOM).

JAVA and JMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JAVA is an actively managed fund by JPMorgan. It was launched on Oct 4, 2021. JMOM is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Momentum Factor Index. It was launched on Nov 8, 2017.

Performance

JAVA vs. JMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Active Value ETF (JAVA) and JPMorgan U.S. Momentum Factor ETF (JMOM). The values are adjusted to include any dividend payments, if applicable.

JAVA vs. JMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
JAVA JPMorgan Active Value ETF	0.62%	14.92%	15.52%	10.46%	-0.88%	5.23%
JMOM JPMorgan U.S. Momentum Factor ETF	1.15%	18.02%	28.47%	22.89%	-20.83%	9.88%

Returns By Period

In the year-to-date period, JAVA achieves a 0.62% return, which is significantly lower than JMOM's 1.15% return.

JAVA

• 1D: 0.32%
• 1M: -4.76%
• YTD: 0.62%
• 6M: 4.80%
• 1Y: 15.01%
• 3Y*: 13.54%
• 5Y*: —
• 10Y*: —

JMOM

• 1D: 1.31%
• 1M: -3.52%
• YTD: 1.15%
• 6M: 1.77%
• 1Y: 22.38%
• 3Y*: 21.30%
• 5Y*: 12.68%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JAVA vs. JMOM - Expense Ratio Comparison

JAVA has a 0.44% expense ratio, which is higher than JMOM's 0.12% expense ratio.

JAVA

JPMorgan Active Value ETF

JMOM

JPMorgan U.S. Momentum Factor ETF

Return for Risk

JAVA vs. JMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JAVA

JAVA Risk / Return Rank: 51
JAVA Sharpe Ratio Rank: 52
JAVA Sortino Ratio Rank: 51
JAVA Omega Ratio Rank: 51
JAVA Calmar Ratio Rank: 48
JAVA Martin Ratio Rank: 51

JMOM

JMOM Risk / Return Rank: 69
JMOM Sharpe Ratio Rank: 62
JMOM Sortino Ratio Rank: 65
JMOM Omega Ratio Rank: 65
JMOM Calmar Ratio Rank: 71
JMOM Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JAVA vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) and JPMorgan U.S. Momentum Factor ETF (JMOM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	JAVA	JMOM	Difference
Sharpe ratio Return per unit of total volatility	0.96	1.14	-0.17
Sortino ratio Return per unit of downside risk	1.41	1.70	-0.29
Omega ratio Gain probability vs. loss probability	1.20	1.25	-0.05
Calmar ratio Return relative to maximum drawdown	1.34	1.89	-0.55
Martin ratio Return relative to average drawdown	5.23	9.75	-4.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JAVA vs. JMOM - Sharpe Ratio Comparison

The current JAVA Sharpe Ratio is 0.96, which is comparable to the JMOM Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of JAVA and JMOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JAVA	JMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	1.14	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.70	-0.02

Correlation

The correlation between JAVA and JMOM is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

JAVA vs. JMOM - Dividend Comparison

JAVA's dividend yield for the trailing twelve months is around 1.35%, more than JMOM's 0.87% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JAVA JPMorgan Active Value ETF	1.35%	1.34%	1.45%	1.65%	1.25%	0.48%	0.00%	0.00%	0.00%	0.00%
JMOM JPMorgan U.S. Momentum Factor ETF	0.87%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%

Drawdowns

JAVA vs. JMOM - Drawdown Comparison

The maximum JAVA drawdown since its inception was -16.54%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for JAVA and JMOM.

Drawdown Indicators

	JAVA	JMOM	Difference
Max Drawdown Largest peak-to-trough decline	-16.54%	-34.31%	+17.77%
Max Drawdown (1Y) Largest decline over 1 year	-11.12%	-12.28%	+1.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.26%	—
Current Drawdown Current decline from peak	-6.09%	-3.52%	-2.57%
Average Drawdown Average peak-to-trough decline	-3.71%	-6.43%	+2.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	2.38%	+0.47%

Volatility

JAVA vs. JMOM - Volatility Comparison

The current volatility for JPMorgan Active Value ETF (JAVA) is 4.43%, while JPMorgan U.S. Momentum Factor ETF (JMOM) has a volatility of 6.53%. This indicates that JAVA experiences smaller price fluctuations and is considered to be less risky than JMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JAVA	JMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	6.53%	-2.10%
Volatility (6M) Calculated over the trailing 6-month period	8.85%	11.39%	-2.54%
Volatility (1Y) Calculated over the trailing 1-year period	15.64%	19.79%	-4.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.94%	18.62%	-3.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.94%	20.20%	-5.26%